-35.3%
TSLL vs LMT
+27.0%
-62.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.4% | -10.4% | -12.0% |
| 7D | +1.9% | -6.3% | +8.2% | +0.9% |
| 30D | +17.8% | -8.5% | +26.3% | +16.2% |
| 3M | -37.0% | +1.8% | -38.8% | -36.3% |
| 6M | -37.7% | -19.9% | -17.7% | -35.6% |
| YTD | -51.4% | +10.6% | -61.9% | -51.0% |
| 1Y | -23.4% | +17.9% | -41.3% | -22.8% |
| All | -35.3% | +27.0% | -62.3% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LMT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling